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            <li class="nav-item" data-bs-level="1"><a href="#_1" class="nav-link">首板+二板龙虎榜挖掘策略</a>
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            <li class="nav-item" data-bs-level="2"><a href="#1" class="nav-link">1. 策略分类和核心逻辑</a>
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            <li class="nav-item" data-bs-level="2"><a href="#2" class="nav-link">2. 选股条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#_2" class="nav-link">核心筛选标准：</a>
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            <li class="nav-item" data-bs-level="2"><a href="#_3" class="nav-link">附加筛选条件：</a>
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            <li class="nav-item" data-bs-level="2"><a href="#3" class="nav-link">3. 买入条件</a>
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            <li class="nav-item" data-bs-level="2"><a href="#5" class="nav-link">5. 仓位管理</a>
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            <li class="nav-item" data-bs-level="2"><a href="#8" class="nav-link">8. 手动实操步骤（纯人工交易版）</a>
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<h1 id="_1">首板+二板龙虎榜挖掘策略</h1>
<h2 id="1">1. 策略分类和核心逻辑</h2>
<ul>
<li>一级分类：事件驱动策略</li>
<li>二级分类：龙虎榜+涨停板策略</li>
<li>核心逻辑：基于龙虎榜机构买入信号，结合首板或二板涨停特征，挖掘有机构资金介入的强势股，通过高频交易捕捉短线机会。</li>
</ul>
<h2 id="2">2. 选股条件</h2>
<ul>
<li>选股范围：全市场A股</li>
<li>排除范围：</li>
<li>科创板、北交所、创业板、B股</li>
<li>ST股及其他退市标签股</li>
<li>当日停牌、涨跌停股票</li>
</ul>
<h2 id="_2">核心筛选标准：</h2>
<ul>
<li><strong>龙虎榜要求</strong>：</li>
<li>前日登上龙虎榜</li>
<li>净买入额 &gt; 0</li>
<li>买入占比 &gt; 4%</li>
<li><strong>涨停要求</strong>：</li>
<li>首板或二板涨停</li>
<li>昨日收盘价等于涨停价</li>
<li><strong>成交量要求</strong>：</li>
<li>最近3日平均成交量是前17日的4-6倍</li>
<li>成交量显著放大但不过度</li>
</ul>
<h2 id="_3">附加筛选条件：</h2>
<ul>
<li><strong>概念热度</strong>：所属概念板块至少有2只股票</li>
<li><strong>换手率</strong>：换手率 &lt; 50%</li>
<li><strong>流通市值</strong>：按流通市值从大到小排序</li>
</ul>
<h2 id="3">3. 买入条件</h2>
<ul>
<li>交易频率：每日交易</li>
<li>买入规则：</li>
<li>开盘价 &gt; 昨日涨停价4%以上</li>
<li>开盘未涨停</li>
<li>最多持有1只股票</li>
<li>全仓买入</li>
<li><strong>买入方式</strong>：</li>
<li>使用限价单买入</li>
<li>按100股整数倍下单</li>
<li>执行时间：9:26（开盘前）</li>
</ul>
<h2 id="4">4. 卖出条件</h2>
<ul>
<li><strong>止损卖出</strong>：</li>
<li>未涨停即卖出</li>
<li>严格执行成本价止损</li>
<li><strong>卖出时机</strong>：全天多个时间点监控</li>
<li>11:00, 11:29, 13:00, 13:30</li>
<li>14:00, 14:30, 14:45, 14:55</li>
<li><strong>卖出逻辑</strong>：不涨停就卖出，锁定收益</li>
</ul>
<h2 id="5">5. 仓位管理</h2>
<ul>
<li>持仓数量：最多1只股票</li>
<li>资金分配：全仓单只股票</li>
<li>调仓频率：每日可能调仓</li>
<li>风险控制：严格的止损纪律</li>
</ul>
<h2 id="6">6. 风控管理</h2>
<ul>
<li><strong>流动性风控</strong>：排除涨跌停股票</li>
<li><strong>质量风控</strong>：排除ST、次新等问题股票</li>
<li><strong>集中度风控</strong>：单只股票全仓，高风险高收益</li>
<li><strong>止损风控</strong>：不涨停立即卖出，控制亏损</li>
<li><strong>概念风控</strong>：要求有板块效应，避免孤军奋战</li>
</ul>
<h2 id="7">7. 龙虎榜逻辑</h2>
<ul>
<li><strong>机构认可</strong>：龙虎榜代表大资金关注</li>
<li><strong>买入力度</strong>：买入占比体现资金决心</li>
<li><strong>净流入</strong>：净买入额显示资金方向</li>
<li><strong>持续性</strong>：首板或二板体现启动特征</li>
</ul>
<h2 id="8">8. 手动实操步骤（纯人工交易版）</h2>
<h3 id="915">第一步：盘前准备（9:15）</h3>
<ol>
<li>龙虎榜筛选：</li>
<li>获取前日龙虎榜数据</li>
<li>筛选净买入额 &gt; 0的股票</li>
<li>筛选买入占比 &gt; 4%的股票</li>
<li>按买入占比从高到低排序</li>
</ol>
<h3 id="_4">第二步：条件过滤</h3>
<ol>
<li>基础过滤：</li>
<li>排除科创、北交、创业、B股</li>
<li>排除ST、退市标签股</li>
<li>
<p>排除停牌、涨跌停股票</p>
</li>
<li>
<p>概念筛选：</p>
</li>
<li>分析每只股票所属概念</li>
<li>筛选所属概念至少有2只股票的</li>
<li>确保有板块效应</li>
</ol>
<h3 id="_5">第三步：首板/二板识别</h3>
<ol>
<li>涨停分析：</li>
<li>检查昨日是否涨停</li>
<li>统计近18日涨停次数</li>
<li>
<p>筛选首板或二板股票</p>
</li>
<li>
<p>成交量验证：</p>
</li>
<li>计算最近3日平均成交量</li>
<li>计算前17日平均成交量</li>
<li>验证3日量是17日量的4-6倍</li>
</ol>
<h3 id="_6">第四步：最终排序</h3>
<ol>
<li>换手率筛选：</li>
<li>排除换手率 &gt; 50%的股票</li>
<li>按流通市值从大到小排序</li>
<li>确定最终备选名单</li>
</ol>
<h3 id="926">第五步：开盘确认（9:26）</h3>
<ol>
<li>买入条件确认：</li>
<li>检查开盘价 &gt; 昨日涨停价4%</li>
<li>确认开盘未涨停</li>
<li>执行全仓买入</li>
</ol>
<h3 id="_7">第六步：盘中监控（全天多个时点）</h3>
<ol>
<li>持仓监控：</li>
<li>检查持仓股是否仍涨停</li>
<li>如未涨停立即卖出</li>
<li>严格执行止损纪律</li>
</ol>
<p>策略逻辑解析：
- <strong>龙虎榜信号</strong>：机构资金介入的明确信号
- <strong>首板启动</strong>：行情启动的早期识别
- <strong>成交量配合</strong>：资金进场的客观证据
- <strong>板块效应</strong>：热点的持续性和扩散性
- <strong>严格止损</strong>：控制风险的纪律性</p>
<p>风险收益特征：
- <strong>高风险</strong>：全仓单只股票，波动性极大
- <strong>高收益</strong>：捕捉强势股连续涨停机会
- <strong>高频交易</strong>：每日可能调仓，交易频繁
- <strong>严格纪律</strong>：依赖极强的执行纪律</p>
<p>交易成本考虑：
- 买入佣金：未明确设置（使用默认）
- 卖出佣金：未明确设置（使用默认）
- 印花税：未明确设置（使用默认）
- 滑点：0%</p>
<p>风险提示： 该策略为极高风险策略，全仓单只股票可能导致巨大亏损。龙虎榜数据可能存在滞后性，大资金可能已经出货。首板策略在震荡市中成功率较低。策略对执行时机要求极高，稍有延迟可能导致巨大差异。需要投资者有极强的心理承受能力和严格的止损纪律。不建议普通投资者尝试。</p></div>
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